Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal stopping under model uncertainty and the regularity of lower Snell envelopes |
scientific article; zbMATH DE number 6247161
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal stopping under model uncertainty and the regularity of lower Snell envelopes |
scientific article; zbMATH DE number 6247161 |
Statements
Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (English)
0 references
17 January 2014
0 references
American options
0 references
continuous-time finance
0 references
derivatives analysis
0 references
financial derivatives
0 references
0.8619482517242432
0 references
0.8401801586151123
0 references
0.7825876474380493
0 references
0.7728704214096069
0 references
0.7728703022003174
0 references
